Spencer Wheatley

From MaRDI portal
Person:1660143

Available identifiers

zbMath Open wheatley.spencerMaRDI QIDQ1660143

List of research outcomes





PublicationDate of PublicationType
THE FAIR REWARD PROBLEM: THE ILLUSION OF SUCCESS AND HOW TO SOLVE IT2024-03-27Paper
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes2021-12-01Paper
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality2019-09-26Paper
The Hawkes process with renewal immigration \& its estimation with an EM algorithm2018-08-15Paper
The ARMA Point Process and its Estimation2018-06-26Paper

Research outcomes over time

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